Beating the VAR : improving Swedish GDP forecasts using error and intercept corrections
Year of publication: |
2015
|
---|---|
Authors: | Lyhagen, Johan ; Ekberg, Stefan ; Eidestedt, Richard |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 5, p. 354-363
|
Subject: | forecast accuracy | vector error correction | vector autoregressive | co-integration | intercept correction and Diebold–Mariano test | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schweden | Sweden | Schätztheorie | Estimation theory |
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